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Pal Revesz

Publications and source records attributed to Pal Revesz.

4 recordsLinked to original sources

How Tall Can Be the Excursions of a Random Walk on a Spider

We consider a simple symmetric random walk on a spider, that is a collection of half lines (we call them legs) joined at the origin. Our main question is the following: if the walker makes $n$ steps how high can he go up on all legs. This problem is discussed in two different situations; when the number of legs are increasing, as $n$ goes to infinity and when it is fixed.

math.PR

Zeros of a two-parameter random walk

We prove that the number gamma(N) of the zeros of a two-parameter simple random walk in its first N-by-N time steps is almost surely equal to N to the power 1+o(1) as N goes to infinity. This is in contrast with our earlier joint effort with Z. Shi [4]; that work shows that the number of zero crossings in the first N-by-N time steps is N to the power (3/2)+o(1) as N goes to infinity. We prove also that the number of zeros on the diagonal in the first N time steps is (c+o(1)) log N as N goes to infinity, where c is 2π.

math.PR